Speaker
Elisa Continelli
(Università degli Studi di Padova)
Description
We focus on a class of Mean Field Games with discount. If one assumes that the discount factor is large, these models turn out to behave similarly to agent-based models, where individuals just react to the population distribution according to a given rule. Inspired by a recent work by Bardi and Cardaliaguet, we will elaborate on this connection, showing in particular the uniqueness of equilibria in MFG with large discount, and their converge to certain agent-based models, in a quantitative sense, as the discount factor goes to infinity.
Joint work with Marco Cirant.